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Table 24 Stacking and blending ensemble regressors error metrics result on NYSE dataset

From: A comprehensive evaluation of ensemble learning for stock-market prediction

ModelRMSEMAER2EVSMedAERMSLETrain timeTest time
STK_DSN_R0.0150.0110.9890.9890.0090.0070.1920.001
STK_SND_R0.0230.0180.9730.9730.0160.0112.6180.000
STK_DNS_R0.0450.0350.8950.8970.0250.0222.3070.002
BLD_DSN_R0.0510.0410.8670.8890.0350.0260.5780.334
BLD_SND_R0.0730.0590.7250.7340.0550.0361.3780.389
BLD_DNS_R0.0430.0340.9080.9110.0270.0210.5190.319